market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/05/2024 2.45% 0.71 CHF 0.73 CHF 50,000 50,000 88,792 88,167 63,030 CHF 64,039 CHF 98.58% 98.58%
14/05/2024 2.14% 0.69 CHF 0.71 CHF 80,000 75,000 79,878 75,000 54,409 CHF 52,195 CHF 92.95% 92.95%
13/05/2024 2.12% 0.76 CHF 0.77 CHF 75,000 75,000 75,000 75,000 57,687 CHF 58,925 CHF 95.75% 95.75%
10/05/2024 2.11% 0.79 CHF 0.81 CHF 100,000 100,000 100,000 100,000 78,048 CHF 79,715 CHF 99.52% 99.52%
08/05/2024 2.14% 0.70 CHF 0.71 CHF 100,000 100,000 100,000 100,000 68,410 CHF 69,886 CHF 98.96% 98.96%
07/05/2024 2.32% 0.65 CHF 0.67 CHF 100,000 100,000 100,000 100,000 64,097 CHF 65,597 CHF 95.68% 95.68%
06/05/2024 2.51% 0.63 CHF 0.64 CHF 100,000 100,000 100,000 100,000 60,508 CHF 62,045 CHF 94.73% 94.73%
03/05/2024 2.55% 0.55 CHF 0.57 CHF 100,000 100,000 100,000 100,000 57,570 CHF 59,054 CHF 95.69% 95.69%
02/05/2024 2.58% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 57,784 CHF 59,296 CHF 99.00% 99.00%
30/04/2024 2.66% 0.58 CHF 0.60 CHF 100,000 100,000 100,000 100,000 59,288 CHF 60,884 CHF 100.00% 100.00%

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